I’m talking about small horizontal windows, like 1’x2‘, fitted up near the ceiling. you could always attach a wire grate on the inside, or weld it to the outside if security is an issue. Or plant cactus, or other indigenous gnar gnar plants in front of it. Or razor wire. Windows being something for ventilation when it’s not blazing hot out, not to mention having some natural light.
And, looking at your graphic… if you’re implying immigrants trudging through the desert from Mexico will break in and steal whatever they can, well that’s certainly possible if you’re on a route, and if they are carrying tools (assuming the place has been made relatively secure).
But they are traveling light, trying to survive the trip, get to their destination, and aren‘t usually going to be interested in carrying a heavier load, unless it’s water, food, or shelter.